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Relative error long-time behavior in matrix exponential approximations for numerical integration: the stiff situation

S. Maset
2022
  • journal article

Periodico
CALCOLO
Abstract
In the stiff situation, we consider the long-time behavior of the relative error $\gamma_n$ in the numerical integration of a linear ordinary differential equation $y^\prime(t)=Ay(t),\ t\ge 0$, where $A$ is a normal matrix. The numerical solution is obtained by using at any step an approximation of the matrix exponential, e.g. a polynomial or a rational approximation. We study the long-time behavior of $\gamma_n$ by comparing it to the relative error $\gamma_n^{\rm long}$ in the numerical integration of the long-time solution, i.e. the projection of the solution on the eigenspace of the rightmost eigenvalues. The error $ \gamma_n^{\rm long}$ grows linearly in time, it is small and it remains small in the long-time. We give a condition under which $\gamma_n\approx \gamma_n^{\rm long}$, i.e. $\frac{\gamma_n}{\gamma_n^{\rm long}}\approx 1$, in the long-time. When this condition does not hold, the ratio $\frac{\gamma_n}{\gamma_n^{\rm long}}$ is large for all time. These results describe the long-time behavior of the relative error $\gamma_n$ in the stiff situation.
DOI
10.1007/s10092-022-00466-5
WOS
WOS:000799259300001
Archivio
https://hdl.handle.net/11368/3035339
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85130644688
https://link.springer.com/article/10.1007/s10092-022-00466-5
Diritti
open access
license:creative commons
license uri:http://creativecommons.org/licenses/by/4.0/
FVG url
https://arts.units.it/bitstream/11368/3035339/1/s10092-022-00466-5.pdf
Soggetti
  • Relative error

  • Linear ordinary difer...

  • Numerical integration...

  • Approximation of the ...

  • Stif problem

  • Long-time behavior

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